Financial forecasting: Vol. 2 Interest rates, exchange rates, and volatility
Gespeichert in:
| Weitere Verfasser: | , |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Cheltenham ; Northampton, Mass.
Elgar
2003
|
| Schriftenreihe: | The international library of critical writings in financial economics
13,2 |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | X, 542 S. |
Internformat
MARC
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| adam_text | IMAGE 1
CONTENTS
ACKNOWLEDGEMENTS IX AN INTRODUCTION BY THE EDITORS TO BOTH VOLUMES
APPEARS IN VOLUME I PART I FORECASTING INTEREST RATES
1. R. A. KOLB AND H.O. STEKLER (1996), HOW WELL DO ANALYSTS FORECAST
INTEREST RATES? , JOURNAL OF FORECASTING, 15 (5), 385-94 3
2. GORDON LEITCH AND J. ERNEST TANNER (1991), ECONOMIC FORECAST
EVALUATION: PROFITS VERSUS THE CONVENTIONAL ERROR MEASURES , AMERICAN
ECONOMIC REVIEW, 81 (3), JUNE, 580-90 13
3. TAE H. PARK AND LOME N. SWITZER (1997), FORECASTING INTEREST RATES
AND YIELD SPREADS: THE INFORMATIONAL CONTENT OF IMPLIED FUTURES YIELDS
AND BEST-FITTING FORWARD RATE MODELS , JOURNAL OF FORECASTING, 16 (4),
209-24 24
4. JOHN T. BARKOULAS AND CHRISTOPHER F. BAUM (1997), FRACTIONAL
DIFFERENCING MODELING AND FORECASTING OF EUROCURRENCY DEPOSIT RATES ,
JOURNAL OF FINANCIAL RESEARCH, XX (3), FALL, 355-72 40 5. JUN WOO KIM,
H. ROLAND WEISTROFFER AND RICHARD T. REDMOND
(1993), EXPERT SYSTEMS FOR BOND RATING: A COMPARATIVE ANALYSIS OF
STATISTICAL, RULE-BASED AND NEURAL NETWORK SYSTEMS , EXPERT SYSTEMS, 10
(3), AUGUST, 167-72 58
PART II FORECASTING EXCHANGE RATES
6. RICHARD A. MEESE AND KENNETH ROGOFF (1983), EMPIRICAL EXCHANGE RATE
MODELS OF THE SEVENTIES: DO THEY FIT OUT OF SAMPLE? , JOURNAL OF
INTERNATIONAL ECONOMICS, 14, 3-24 67
7. DON ALEXANDER AND LEE R. THOMAS, III (1987), MONETARY/ASSET MODELS
OF EXCHANGE RATE DETERMINATION: HOW WELL HAVE THEY PERFORMED IN THE
1980 S? , INTERNATIONAL JOURNAL OF FORECASTING, 3 (1), 53-63 89
8. RONALD MACDONALD AND IAN W. MARSH (1994), COMBINING EXCHANGE RATE
FORECASTS: WHAT IS THE OPTIMAL CONSENSUS MEASURE? , JOURNAL OF
FORECASTING, 13 (3), 313-32 100
A STATISTICAL MODELS 9. NICHOLAS SARANTIS AND CHRIS STEWART (1995),
STRUCTURAL, VAR AND BVAR MODELS OF EXCHANGE RATE DETERMINATION: A
COMPARISON OF THEIR FORECASTING PERFORMANCE , JOURNAL OF FORECASTING, 14
(3),
201-15 123
IMAGE 2
FINANCIAL FORECASTING II
10. FRANCIS X. DIEBOLD AND JAMES A. NASON (1990), NONPARAMETRIC
EXCHANGE RATE PREDICTION? , JOURNAL OF INTERNATIONAL ECONOMICS,
28,315-32 138
11. CHUNG-MING KUAN AND TUNG LIU (1994), FORECASTING EXCHANGE RATES
USING FEEDFORWARD AND RECURRENT NEURAL NETWORKS , JOURNAL OF APPLIED
ECONOMETRICS, 10, 347-64 156
12. CHRISTIAN C.P. WOLFF (1987), TIME-VARYING PARAMETERS AND THE OUT-
OF-SAMPLE FORECASTING PERFORMANCE OF STRUCTURAL EXCHANGE RATE MODELS ,
JOURNAL OF BUSINESS AND ECONOMIC STATISTICS, 5 (1), JANUARY, 87-97 174
13. ANDREW BERG AND CATHERINE PATTILLO (1999), ARE CURRENCY CRISES
PREDICTABLE? A TEST , IMF STAFF PAPERS, 46 (2), JUNE, 107-38 185
B TECHNICAL ANALYSIS 14. CHRISTOPHER J. NEELY (1997), TECHNICAL
ANALYSIS IN THE FOREIGN EXCHANGE MARKET: A LAYMAN S GUIDE , FEDERAL
RESERVE BANK OF ST. LOUIS REVIEW, 79 (5), SEPTEMBER/OCTOBER, 23-38 219
15. RICHARD J. SWEENEY (1986), BEATING THE FOREIGN EXCHANGE MARKET ,
JOURNAL OF FINANCE, XLI (1), MARCH, 163-82 235
16. RICHARD M. LEVICH AND LEE R. THOMAS, III (1993), THE SIGNIFICANCE
OF TECHNICAL TRADING-RULE PROFITS IN THE FOREIGN EXCHANGE MARKET: A
BOOTSTRAP APPROACH , JOURNAL OF INTERNATIONAL MONEY AND FINANCE, 12 (5),
OCTOBER, 451-74 255
17. CAROL OSIER (2000), SUPPORT FOR RESISTANCE: TECHNICAL ANALYSIS AND
INTRADAY EXCHANGE RATES , FEDERAL RESERVE BANK OF NEW YORK ECONOMIC
POLICY REVIEW, 6 (2), JULY, 53-68 279
PART HI FORECASTING RISK
18. ELROY DIMSON AND PAUL MARSH (1990), VOLATILITY FORECASTING WITHOUT
DATA-SNOOPING , JOURNAL OF BANKING AND FINANCE, 14, 399-421 297
19. TIMOTHY J. BRAILSFORD AND ROBERT W. FAFF (1996), AN EVALUATION OF
VOLATILITY FORECASTING TECHNIQUES , JOURNAL OF BANKING AND FINANCE,
20,419-38 320
20. ROBERT F. ENGLE, CHE-HSIUNG (TED) HONG, ALEX KANE AND JAESUN NOH
(1993), ARBITRAGE VALUATION OF VARIANCE FORECASTS WITH SIMULATED
OPTIONS , ADVANCES IN FUTURES AND OPTIONS RESEARCH, 6, 393^15 340
A STATISTICAL MODELS 21. ADRIAN R. PAGAN AND G. WILLIAM SCHWERT (1990),
ALTERNATIVE MODELS FOR CONDITIONAL STOCK VOLATILITY , JOURNAL OF
ECONOMETRICS 45,267-90 365
IMAGE 3
FINANCIAL FORECASTING II
22. STEPHEN J. TAYLOR (1987), FORECASTING THE VOLATILITY OF CURRENCY
EXCHANGE RATES , INTERNATIONAL JOURNAL OF FORECASTING, 3 (1), 159-70 389
23. JON DANIELSSON AND CASPER G. DE VRIES (2000), VALUE-AT-RISK AND
EXTREME RETURNS , ANNALES D ECONOMIE ET DE STATISTIQUE, 60, 239-70 401
24. ROBERT F. ENGLE AND JEFFREY R. RUSSELL (1997), FORECASTING THE
FREQUENCY OF CHANGES IN QUOTED FOREIGN EXCHANGE PRICES WITH THE
AUTOREGRESSIVE CONDITIONAL DURATION MODEL , JOURNAL OF EMPIRICAL
FINANCE, 4 (2-3), JUNE, 187-212 433
B OPTIONS-IMPLIED VOLATILITY 25. CHRISTOPHER G. LAMOUREUX AND WILLIAM D.
LASTRAPES (1993), FORECASTING STOCK-RETURN VARIANCE: TOWARD AN
UNDERSTANDING OF STOCHASTIC IMPLIED VOLATILITIES , REVIEW OF FINANCIAL
STUDIES, 6 (2),
293-326 461
26. LINDA CANINA AND STEPHEN FIGLEWSKI (1993), THE INFORMATIONAL
CONTENT OF IMPLIED VOLATILITY , REVIEW OF FINANCIAL STUDIES, 6 (3),
659-81 495
27. XINZHONG XU AND STEPHEN J. TAYLOR (1995), CONDITIONAL VOLATILITY
AND THE INFORMATIONAL EFFICIENCY OF THE PHLX CURRENCY OPTIONS MARKET ,
JOURNAL OF BANKING AND FINANCE, 19, 803-21 518
NAME INDEX 537
|
| adam_txt |
IMAGE 1
CONTENTS
ACKNOWLEDGEMENTS IX AN INTRODUCTION BY THE EDITORS TO BOTH VOLUMES
APPEARS IN VOLUME I PART I FORECASTING INTEREST RATES
1. R. A. KOLB AND H.O. STEKLER (1996), 'HOW WELL DO ANALYSTS FORECAST
INTEREST RATES?', JOURNAL OF FORECASTING, 15 (5), 385-94 3
2. GORDON LEITCH AND J. ERNEST TANNER (1991), 'ECONOMIC FORECAST
EVALUATION: PROFITS VERSUS THE CONVENTIONAL ERROR MEASURES', AMERICAN
ECONOMIC REVIEW, 81 (3), JUNE, 580-90 13
3. TAE H. PARK AND LOME N. SWITZER (1997), 'FORECASTING INTEREST RATES
AND YIELD SPREADS: THE INFORMATIONAL CONTENT OF IMPLIED FUTURES YIELDS
AND BEST-FITTING FORWARD RATE MODELS', JOURNAL OF FORECASTING, 16 (4),
209-24 24
4. JOHN T. BARKOULAS AND CHRISTOPHER F. BAUM (1997), 'FRACTIONAL
DIFFERENCING MODELING AND FORECASTING OF EUROCURRENCY DEPOSIT RATES',
JOURNAL OF FINANCIAL RESEARCH, XX (3), FALL, 355-72 40 5. JUN WOO KIM,
H. ROLAND WEISTROFFER AND RICHARD T. REDMOND
(1993), 'EXPERT SYSTEMS FOR BOND RATING: A COMPARATIVE ANALYSIS OF
STATISTICAL, RULE-BASED AND NEURAL NETWORK SYSTEMS', EXPERT SYSTEMS, 10
(3), AUGUST, 167-72 58
PART II FORECASTING EXCHANGE RATES
6. RICHARD A. MEESE AND KENNETH ROGOFF (1983), 'EMPIRICAL EXCHANGE RATE
MODELS OF THE SEVENTIES: DO THEY FIT OUT OF SAMPLE?', JOURNAL OF
INTERNATIONAL ECONOMICS, 14, 3-24 67
7. DON ALEXANDER AND LEE R. THOMAS, III (1987), 'MONETARY/ASSET MODELS
OF EXCHANGE RATE DETERMINATION: HOW WELL HAVE THEY PERFORMED IN THE
1980'S?', INTERNATIONAL JOURNAL OF FORECASTING, 3 (1), 53-63 89
8. RONALD MACDONALD AND IAN W. MARSH (1994), 'COMBINING EXCHANGE RATE
FORECASTS: WHAT IS THE OPTIMAL CONSENSUS MEASURE?', JOURNAL OF
FORECASTING, 13 (3), 313-32 100
A STATISTICAL MODELS 9. NICHOLAS SARANTIS AND CHRIS STEWART (1995),
'STRUCTURAL, VAR AND BVAR MODELS OF EXCHANGE RATE DETERMINATION: A
COMPARISON OF THEIR FORECASTING PERFORMANCE', JOURNAL OF FORECASTING, 14
(3),
201-15 123
IMAGE 2
FINANCIAL FORECASTING II
10. FRANCIS X. DIEBOLD AND JAMES A. NASON (1990), 'NONPARAMETRIC
EXCHANGE RATE PREDICTION?', JOURNAL OF INTERNATIONAL ECONOMICS,
28,315-32 138
11. CHUNG-MING KUAN AND TUNG LIU (1994), 'FORECASTING EXCHANGE RATES
USING FEEDFORWARD AND RECURRENT NEURAL NETWORKS', JOURNAL OF APPLIED
ECONOMETRICS, 10, 347-64 156
12. CHRISTIAN C.P. WOLFF (1987), 'TIME-VARYING PARAMETERS AND THE OUT-
OF-SAMPLE FORECASTING PERFORMANCE OF STRUCTURAL EXCHANGE RATE MODELS',
JOURNAL OF BUSINESS AND ECONOMIC STATISTICS, 5 (1), JANUARY, 87-97 174
13. ANDREW BERG AND CATHERINE PATTILLO (1999), 'ARE CURRENCY CRISES
PREDICTABLE? A TEST', IMF STAFF PAPERS, 46 (2), JUNE, 107-38 185
B TECHNICAL ANALYSIS 14. CHRISTOPHER J. NEELY (1997), 'TECHNICAL
ANALYSIS IN THE FOREIGN EXCHANGE MARKET: A LAYMAN'S GUIDE', FEDERAL
RESERVE BANK OF ST. LOUIS REVIEW, 79 (5), SEPTEMBER/OCTOBER, 23-38 219
15. RICHARD J. SWEENEY (1986), 'BEATING THE FOREIGN EXCHANGE MARKET',
JOURNAL OF FINANCE, XLI (1), MARCH, 163-82 235
16. RICHARD M. LEVICH AND LEE R. THOMAS, III (1993), 'THE SIGNIFICANCE
OF TECHNICAL TRADING-RULE PROFITS IN THE FOREIGN EXCHANGE MARKET: A
BOOTSTRAP APPROACH', JOURNAL OF INTERNATIONAL MONEY AND FINANCE, 12 (5),
OCTOBER, 451-74 255
17. CAROL OSIER (2000), 'SUPPORT FOR RESISTANCE: TECHNICAL ANALYSIS AND
INTRADAY EXCHANGE RATES', FEDERAL RESERVE BANK OF NEW YORK ECONOMIC
POLICY REVIEW, 6 (2), JULY, 53-68 279
PART HI FORECASTING RISK
18. ELROY DIMSON AND PAUL MARSH (1990), 'VOLATILITY FORECASTING WITHOUT
DATA-SNOOPING', JOURNAL OF BANKING AND FINANCE, 14, 399-421 297
19. TIMOTHY J. BRAILSFORD AND ROBERT W. FAFF (1996), 'AN EVALUATION OF
VOLATILITY FORECASTING TECHNIQUES', JOURNAL OF BANKING AND FINANCE,
20,419-38 320
20. ROBERT F. ENGLE, CHE-HSIUNG (TED) HONG, ALEX KANE AND JAESUN NOH
(1993), 'ARBITRAGE VALUATION OF VARIANCE FORECASTS WITH SIMULATED
OPTIONS', ADVANCES IN FUTURES AND OPTIONS RESEARCH, 6, 393^15 340
A STATISTICAL MODELS 21. ADRIAN R. PAGAN AND G. WILLIAM SCHWERT (1990),
'ALTERNATIVE MODELS FOR CONDITIONAL STOCK VOLATILITY', JOURNAL OF
ECONOMETRICS 45,267-90 365
IMAGE 3
FINANCIAL FORECASTING II
22. STEPHEN J. TAYLOR (1987), 'FORECASTING THE VOLATILITY OF CURRENCY
EXCHANGE RATES', INTERNATIONAL JOURNAL OF FORECASTING, 3 (1), 159-70 389
23. JON DANIELSSON AND CASPER G. DE VRIES (2000), 'VALUE-AT-RISK AND
EXTREME RETURNS', ANNALES D 'ECONOMIE ET DE STATISTIQUE, 60, 239-70 401
24. ROBERT F. ENGLE AND JEFFREY R. RUSSELL (1997), 'FORECASTING THE
FREQUENCY OF CHANGES IN QUOTED FOREIGN EXCHANGE PRICES WITH THE
AUTOREGRESSIVE CONDITIONAL DURATION MODEL', JOURNAL OF EMPIRICAL
FINANCE, 4 (2-3), JUNE, 187-212 433
B OPTIONS-IMPLIED VOLATILITY 25. CHRISTOPHER G. LAMOUREUX AND WILLIAM D.
LASTRAPES (1993), 'FORECASTING STOCK-RETURN VARIANCE: TOWARD AN
UNDERSTANDING OF STOCHASTIC IMPLIED VOLATILITIES', REVIEW OF FINANCIAL
STUDIES, 6 (2),
293-326 461
26. LINDA CANINA AND STEPHEN FIGLEWSKI (1993), 'THE INFORMATIONAL
CONTENT OF IMPLIED VOLATILITY', REVIEW OF FINANCIAL STUDIES, 6 (3),
659-81 495
27. XINZHONG XU AND STEPHEN J. TAYLOR (1995), 'CONDITIONAL VOLATILITY
AND THE INFORMATIONAL EFFICIENCY OF THE PHLX CURRENCY OPTIONS MARKET',
JOURNAL OF BANKING AND FINANCE, 19, 803-21 518
NAME INDEX 537 |
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| series2 | The international library of critical writings in financial economics The International library of critical writings in financial economics An Elgar reference collection |
| spelling | Financial forecasting Vol. 2 Interest rates, exchange rates, and volatility edited by Roy Batchelor and Pami Dua Cheltenham ; Northampton, Mass. Elgar 2003 X, 542 S. txt rdacontent n rdamedia nc rdacarrier The international library of critical writings in financial economics 13,2 The International library of critical writings in financial economics 13 An Elgar reference collection Batchelor, Roy A. 1947- (DE-588)128503297 edt Dua, Pami (DE-588)129683752 edt (DE-604)BV023566641 2 The international library of critical writings in financial economics 13,2 (DE-604)BV011044458 13,2 SWB Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=016927870&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Financial forecasting The international library of critical writings in financial economics |
| title | Financial forecasting |
| title_auth | Financial forecasting |
| title_exact_search | Financial forecasting |
| title_exact_search_txtP | Financial forecasting |
| title_full | Financial forecasting Vol. 2 Interest rates, exchange rates, and volatility edited by Roy Batchelor and Pami Dua |
| title_fullStr | Financial forecasting Vol. 2 Interest rates, exchange rates, and volatility edited by Roy Batchelor and Pami Dua |
| title_full_unstemmed | Financial forecasting Vol. 2 Interest rates, exchange rates, and volatility edited by Roy Batchelor and Pami Dua |
| title_short | Financial forecasting |
| title_sort | financial forecasting interest rates exchange rates and volatility |
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